+512.9%
XYZ vs LYV
+559.9%
-47.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.5% | -2.3% |
| 7D | +2.9% | -3.8% | +6.7% | +5.1% |
| 30D | +1.4% | -5.7% | +7.0% | +4.6% |
| 3M | +14.6% | +6.9% | +7.7% | +10.2% |
| 6M | +20.8% | +9.2% | +11.6% | +13.9% |
| YTD | +23.1% | +19.6% | +3.4% | +10.2% |
| 1Y | +5.6% | +0.6% | +5.0% | +3.0% |
| 3Y | +50.9% | +110.6% | -59.7% | -1.9% |
| 5Y | -68.6% | +96.6% | -165.2% | -78.3% |
| 10Y | +580.0% | +546.4% | +33.6% | +171.9% |
| All | +512.9% | +559.9% | -47.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling